+1,285.8%
PLD vs FTI
+2,165.1%
-879.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.4% | +5.3% | -7.7% | -3.9% |
| 30D | -2.4% | +15.3% | -17.8% | -6.7% |
| 3M | -3.8% | +15.8% | -19.6% | -8.5% |
| 6M | 0.0% | +22.6% | -22.6% | -7.0% |
| YTD | +9.2% | +79.5% | -70.3% | -9.7% |
| 1Y | +25.9% | +102.0% | -76.1% | -0.1% |
| 3Y | +21.3% | +315.8% | -294.5% | -25.6% |
| 5Y | +14.1% | +1,129.5% | -1,115.4% | -54.4% |
| 10Y | +237.9% | +320.9% | -83.1% | +53.8% |
| All | +1,285.8% | +2,165.1% | -879.4% | +290.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling